“Anomalisa” takes its title from combining “anomaly”—something that deviates from the standard—with Lisa, the name of the woebegone antiheroine. She feels like a hopeless anomaly until she becomes a hopeful one by lighting up the life of the antihero, a lonely self-help guru named Michael. The larger anomaly is the movie itself, which was written by Charlie Kaufman and directed by him and Duke Johnson. (Carter Burwell wrote the lovely score.) “Anomalisa” deviates from more standards than any conventional entertainment would dare to. It’s animated, with stop-action puppets, but steadfastly bleak—the most depressing...